Mixtures of regression models with incomplete and noisy data

被引:0
作者
Jung, Byoung Cheol [1 ]
Cheon, Sooyoung [2 ]
Lim, Hwa Kyung [3 ]
机构
[1] Univ Seoul, Dept Stat, Seoul, South Korea
[2] Korea Univ, Dept Appl Stat, Seoul, South Korea
[3] Seoul Natl Univ, Dept Stat, Seoul, South Korea
关键词
EM algorithm; Maximum likelihood; Missing values; Mixtures of regression models; Outliers; ROBUST MIXTURE; MAXIMUM-LIKELIHOOD; HIERARCHICAL MIXTURES; OF-EXPERTS; EM; INFERENCE;
D O I
10.1080/03610918.2017.1283700
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The estimation of the mixtures of regression models is usually based on the normal assumption of components and maximum likelihood estimation of the normal components is sensitive to noise, outliers, or high-leverage points. Missing values are inevitable in many situations and parameter estimates could be biased if the missing values are not handled properly. In this article, we propose the mixtures of regression models for contaminated incomplete heterogeneous data. The proposed models provide robust estimates of regression coefficients varying across latent subgroups even under the presence of missing values. The methodology is illustrated through simulation studies and a real data analysis.
引用
收藏
页码:444 / 463
页数:20
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